Numerical method for pricing discretely monitored double barrier option by orthogonal projection method

Publication type: 
Journal
Authors: 
Nouri, K; Fahimi, M; Torkzadeh, L; Baleanu, D
Year: 
2021
DOI: 
10.3934/math.2021339

Journal data

Journal: 
AIMS MATHEMATICS
Vol.: 
6
Issue: 
6
Pag.: 
5750 5761